ROK · Convergence Trade
Sparse data (33% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.39% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$39.33 | -$10.67 | -$60.67 |
| Round-trip fees | −$28.00 | −$28.00 | −$28.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.12 | +$0.12 | +$0.12 |
| Net potential | +$11.45 | -$38.55 | -$88.55 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.21% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 23 comparable episodes over 1D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 164 samples
Live spread — order book
on size $10,000Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
WEEX(cex)- Mark Price
- $437.3000
- Exchange Ticker
- ROKUSDT
- Taker / Maker
- 0.08% / 0.02%
- Funding APR(8h)
- -9.92%
- OI
- $1.56K
- 24h Vol
- $197.73K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Hotcoin(cex)- Mark Price
- $439.0200
- Exchange Ticker
- ROKUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +0.55%
- OI
- $24.21K
- 24h Vol
- $41.65K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short94 long / 91 short samples · 2 days · auto-refresh every 30s